SunocoCorp LLC Semi Deviation
| SUNC Stock | | | USD 65.37 -2.51 -3.70% |
Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level. Below is SunocoCorp LLC's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
With Semi Deviation at 1.14, SunocoCorp LLC shows moderate price variability. This places SunocoCorp LLC within the typical volatility range for Stock.
Semi Deviation | = | SQRT(SV) |
| = | 1.14 | |
Semi Deviation Peers Comparison
Among sector peers, SunocoCorp LLC's Semi Deviation of 1.14 is below the 1.55 group average. The range runs from 0.8265 (South Bow) to 3.48 (Superior Plus Corp). SunocoCorp LLC has exhibited less price dispersion than the peer average over the measured period.
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for SunocoCorp LLC and its peers. Each point represents one equity — position along the horizontal axis shows Semi Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
With Semi Deviation at
1.14 and Maximum Drawdown at
4.40 , SunocoCorp LLC shows a
3.84 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Semi Deviation for SunocoCorp LLC.
Methodology, Assumptions & Data Sources
The current Semi Deviation for SunocoCorp LLC is 1.14. Semi Deviation for SunocoCorp LLC is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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